Metro 2033 is a first-person shooter video game. It is predominantly set within the tunnels of the Moscow Metro and Metro-2 system, though some sections take place on the surface, in the ruins of Moscow. The story is told through a linear single-player campaign, and important plot moments are shown during cutscenes.

The player encounters several human and mutant enemies (the mutants including types resembling werewolves and gargoyles), who can be killed with a variety of firearms. The game features traditional guns like revolvers and shotguns, as well as more inventive weapons like a pneumatic crossbow. In firefights, human enemies take cover and flank the player, while mutant enemies stay in the open and try to bite them. Alternatively, the player can employ stealth to evade their enemies or kill them silently. Throughout the game, there are certain moral choices that can be made. If the player is compassionate to the people living in the tunnels, such as giving the homeless some military grade ammunition, they may be able to watch a different cutscene at the end of the game. These moral choices are never explicitly mentioned, and it is possible to play through the game without knowing of their presence.